本文選題：信托　切入點(diǎn)：信托公司　出處：《上海交通大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：信托行業(yè)近年來的快速發(fā)展使之越來越受到市場(chǎng)和監(jiān)管部門的關(guān)注，信托在短短幾年時(shí)間內(nèi)便一舉超越證券和保險(xiǎn)成為管理規(guī)模僅次于銀行的第二大金融板塊。在其飛速發(fā)展的同時(shí)，無論是市場(chǎng)還是監(jiān)管部門都開始關(guān)注信托公司在經(jīng)營(yíng)過程中的潛在風(fēng)險(xiǎn)以及可能對(duì)整個(gè)金融市場(chǎng)造成的沖擊。中國銀監(jiān)會(huì)于2010年頒布了《信托公司凈資本管理辦法》，希望通過對(duì)信托公司實(shí)行凈資本管理以控制其業(yè)務(wù)增速，并對(duì)特定業(yè)務(wù)實(shí)行特別的調(diào)控，引導(dǎo)信托公司提升主動(dòng)管理能力和風(fēng)險(xiǎn)控制能力。但是，從兩年來的監(jiān)管實(shí)效來看，，凈資本管理似乎并不能阻止信托規(guī)模迅速擴(kuò)張的步伐。于是，我們重新開始思考對(duì)信托公司實(shí)行監(jiān)管的意義和方式，以及如何通過監(jiān)管來有效控制和防范信托公司經(jīng)營(yíng)中的潛在風(fēng)險(xiǎn)。 本文通過分析我國信托行業(yè)及信托公司業(yè)務(wù)性質(zhì)，闡述了對(duì)信托公司實(shí)行資本監(jiān)管的必要性。通過比較《信托公司凈資本管理辦法》推行前后信托行業(yè)的發(fā)展情況，總結(jié)了目前凈資本管理上的得與失。本文通過對(duì)國際上銀行業(yè)資本監(jiān)管的研究，借鑒“巴塞爾協(xié)議”在銀行業(yè)資本監(jiān)管中的經(jīng)驗(yàn)，創(chuàng)新地在信托公司資本監(jiān)管體系中引入杠桿率監(jiān)管，并分析了杠桿率監(jiān)管的必要性及可行性。通過一定的假設(shè)和分析，利用目前信托公司平均的報(bào)酬率水平來測(cè)算信托產(chǎn)品理論上的潛在違約率，并以此來測(cè)算信托公司合理的杠桿率水平。最后闡述了實(shí)行杠桿率監(jiān)管可能產(chǎn)生的影響。
[Abstract]:With the rapid development of the trust industry in recent years, it has attracted more and more attention from the market and regulatory authorities. In just a few years, trusts have overtaken securities and insurance to become the second largest financial sector in size after banks. Both the market and the regulatory authorities are beginning to pay attention to the potential risks of trust companies in the course of operation and the impact on the financial market as a whole. The CBRC issued the "Trust Company net Capital Management Office" on 2010. To control the growth of trust companies by implementing net capital management, And to implement special regulation on specific businesses to guide trust companies to upgrade their active management and risk control capabilities. However, from the perspective of the effectiveness of supervision over the past two years, Net capital management did not seem to stop the rapid expansion of trust size. So we began to rethink the significance and manner of regulating trust companies. And how to effectively control and prevent the potential risks in the operation of trust companies through supervision. By analyzing the nature of trust industry and trust company business in China, this paper expounds the necessity of capital supervision of trust company, and compares the development of trust industry before and after the implementation of net Capital Management method of Trust Company. This paper summarizes the gains and losses of net capital management at present. Through the study of international banking capital supervision, this paper draws lessons from the experience of Basel Accord in banking capital supervision. The paper innovatively introduces leverage ratio regulation into the capital supervision system of trust companies, and analyzes the necessity and feasibility of leverage ratio supervision. This paper uses the average rate of return of the trust company to calculate the potential default rate of trust products in theory, and measures the reasonable leverage level of the trust company. Finally, the paper expounds the possible impact of the regulation of the leverage ratio.
【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.49

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